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Search: subject:"Realized"
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Volatilität
919
Volatility
916
Kapitaleinkommen
523
Capital income
520
Realized volatility
514
Prognoseverfahren
500
Forecasting model
496
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420
realized volatility
414
Estimation
411
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403
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387
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349
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347
Theorie
344
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321
Börsenkurs
263
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251
Aktienmarkt
185
Stock market
181
Korrelation
130
Varianzanalyse
130
Correlation
128
Analysis of variance
123
Schätztheorie
119
Estimation theory
115
Welt
110
World
109
Stochastischer Prozess
104
Forecasting
102
Stochastic process
102
Realized variance
100
Realized Volatility
96
High-frequency data
91
forecasting
91
high-frequency data
88
Portfolio-Management
82
Portfolio selection
80
Market microstructure
77
Statistische Verteilung
76
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896
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848
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1,172
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774
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3
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897
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897
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327
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186
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185
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46
research-article
11
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9
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9
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7
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7
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6
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5
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2
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1,469
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470
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4
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McAleer, Michael
66
Gupta, Rangan
59
Bollerslev, Tim
45
Pierdzioch, Christian
38
Ma, Feng
37
Asai, Manabu
35
Andersen, Torben G.
26
Medeiros, Marcelo C.
24
Sévi, Benoît
24
Bonato, Matteo
22
Caporin, Massimiliano
22
Chevallier, Julien
22
Diebold, Francis X.
21
Degiannakis, Stavros
20
Audrino, Francesco
17
Barunik, Jozef
17
Opschoor, Anne
17
Watanabe, Toshiaki
17
Yu, Jun
17
Christensen, Bent Jesper
16
Gillas, Konstantinos Gkillas
16
Patton, Andrew J.
16
Scharth, Marcel
16
Allen, David E.
15
Baruník, Jozef
15
Chang, Chia-Lin
15
Corsi, Fulvio
15
Gallo, Giampiero M.
15
Gribisch, Bastian
15
Meddahi, Nour
15
Nielsen, Morten Ørregaard
15
Nonejad, Nima
15
Rossi, Eduardo
15
Voev, Valeri
15
Hansen, Peter Reinhard
14
Hautsch, Nikolaus
14
Hounyo, Ulrich
14
Liao, Yin
14
Lucas, André
14
Lunde, Asger
14
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School of Economics and Management, University of Aarhus
64
Institute of Economic Research, Hitotsubashi University
13
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
School of Economics and Political Science, Universität St. Gallen
12
Center for Financial Studies
11
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
10
Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel
9
National Centre for Econometric Research (NCER)
9
Tinbergen Instituut
9
Department of Economics and Finance, College of Business and Economics
8
Econometric Society
8
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
8
Department of Economics, Rutgers University-New Brunswick
7
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
7
Duke University, Department of Economics
7
Economics Department, Queen's University
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
7
Université Paris-Dauphine (Paris IX)
7
Wydział Nauk Ekonomicznych, Uniwersytet Warszawski
7
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
6
Department of Economics, Oxford University
6
School of Economics, Singapore Management University
6
Cowles Foundation for Research in Economics, Yale University
5
Department of Economics, University of Peloponnese
5
Erasmus University Rotterdam, Econometric Institute
5
HAL
5
Institute of Economic Research, Kyoto University
5
International Centre for Economic Research (ICER)
5
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
4
Department of Econometrics and Business Statistics, Monash Business School
4
Department of Economics, European University Institute
4
Department of Economics, University of Pennsylvania
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
East Asian Bureau of Economic Research (EABER)
4
European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management
4
Schweizerische Nationalbank (SNB)
4
Agricultural and Applied Economics Association - AAEA
3
C.E.P.R. Discussion Papers
3
Département de Sciences Économiques, Université de Montréal
3
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CREATES Research Papers
62
Finance research letters
59
International journal of forecasting
39
Journal of econometrics
39
Energy economics
32
International review of economics & finance : IREF
32
Journal of forecasting
29
Journal of financial econometrics
28
Economic modelling
26
Journal of empirical finance
24
The North American journal of economics and finance : a journal of financial economics studies
24
Discussion paper / Tinbergen Institute
23
International review of financial analysis
23
Journal of banking & finance
23
Tinbergen Institute Discussion Paper
21
Journal of Risk and Financial Management
19
Quantitative finance
19
Journal of risk and financial management : JRFM
18
Applied economics
17
Applied economics letters
17
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Department of Economics working paper series
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Economics letters
13
CIRANO Working Papers
12
Econometric reviews
12
Global COE Hi-Stat Discussion Paper Series
12
International journal of finance & economics : IJFE
12
Working Paper
12
CFS Working Paper Series
11
Econometric Reviews
11
Physica A: Statistical Mechanics and its Applications
11
Research in international business and finance
11
Tinbergen Institute Discussion Papers
11
MPRA Paper
10
Econometrics
9
Econometrics : open access journal
9
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
9
IES Working Paper
9
IES working paper
9
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Source
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ECONIS (ZBW)
1,103
RePEc
630
EconStor
187
BASE
16
Other ZBW resources
13
Showing
121
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130
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1,949
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121
A study on volatility spurious almost integration effect : a threshold
realized
GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
Saved in:
122
Asymmetric effect of trading volume on
realized
volatility
Maki, Daiki
- In:
International review of economics & finance : IREF
94
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014582773
Saved in:
123
Hacks and the price synchronicity of bitcoin and ether
Wang, Jying-Nan
;
Vigne, Samuel A.
;
Liu, Hung-Chun
;
Hsu, …
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 294-299
Persistent link: https://www.econbiz.de/10014631539
Saved in:
124
Machine-learning stock market volatility : predictability, drivers, and economic value
Díaz, Juan
;
Hansen, Erwin
;
Cabrera, Gabriel
- In:
International review of financial analysis
94
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014544073
Saved in:
125
Forecasting the Asian stock market volatility : evidence from WTI and INE oil futures
Ghani, Maria
;
Ma, Feng
;
Huang, Dengshi
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1496-1512
Persistent link: https://www.econbiz.de/10014533268
Saved in:
126
Scenario generation for financial data with a machine learning approach based on
realized
volatility and copulas
Mesquita, Caio Mário
;
Valle, Cristiano Arbex
;
Pereira, …
- In:
Computational economics
63
(
2024
)
5
,
pp. 1879-1919
Persistent link: https://www.econbiz.de/10014550838
Saved in:
127
On forecasting
realized
volatility for bitcoin based on deep learning PSO-GRU model
Tang, Xiaolong
;
Song, Yuping
;
Jiao, Xingrui
;
Sun, Yankun
- In:
Computational economics
63
(
2024
)
5
,
pp. 2011-2033
Persistent link: https://www.econbiz.de/10014550858
Saved in:
128
Option pricing with dynamic conditional skewness
Liang, Fang
;
Du, Lingshan
- In:
The journal of futures markets
44
(
2024
)
7
,
pp. 1154-1188
Persistent link: https://www.econbiz.de/10014553957
Saved in:
129
Option valuation via nonaffine dynamics with
realized
volatility
Zhang, Yuanyuan
;
Zhang, Qian
;
Wang, Zerong
;
Wang, Qi
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014578567
Saved in:
130
Business cycles, stock market wealth, and gambling at the racetracks
Ramezani, Cyrus A.
;
Ahern, James J.
- In:
Journal of economic studies
51
(
2024
)
2
,
pp. 455-470
Persistent link: https://www.econbiz.de/10014482768
Saved in:
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